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If you are a bit worried about going out and about in the Red Light district ... don't be.
All manner of humanity can be found there and it's harmless. You will see mothers with children, grandmothers and grandfathers, along with prostitutes behind glass, tourists, all living together just fine. If you're from a big city you might have to have someone point it out to you because during the day it looks like any other part of Amsterdam, just older. Do not take pictures of the ladies.
Just take the usual precautions you would in any unfamiliar place. Don't flash money and keep your valuables close. Don't buy drugs anywhere but a coffeeshop.
The Casa Rosso is usually full of tourists (plenty of couples). The place has cinema seating with a stage with revolving bed. The acts do go 'all the way' and include the much discussed gorilla suit and bananas but the atmosphere is more 'Carry On' than 'Emmanuelle'. Its a 'safe' option for those wanting to dip a toe in the 'seedier' side of life.